Anyone have experience with this. I am caught in a web of trying to figure out what documents I need to get through US customs. I believe I need NAFTA's Certificate of Origin for the good I am bringing in, anything. Looking up exporting has advice on shipping which is not helpful since I am flying to the show and dealing with customs directly.

Any advice is appreciated.

Been there. You have to get a customs broker to fill out all the forms including photo of each piece and have your work pre cleared with customs. the border is very strict these days. The time and effort it takes to do it your self will probably cost you more than a broker and it will minimize the chance of you being refused at the border. Your other option is shipping your work fewer forms and it might acctually be cheaper. I have large work and take a full vehicle over for shows, I've been thru xray and wait in the room with truckers with homeland security behind the one way glass.
I applied for alot more US shows this year and not looking forward to all the hassle. Good luck